A measure space is a basic object of
measure theory
In mathematics, the concept of a measure is a generalization and formalization of geometrical measures ( length, area, volume) and other common notions, such as mass and probability of events. These seemingly distinct concepts have many simil ...
, a branch of
mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics ...
that studies generalized notions of
volume
Volume is a measure of occupied three-dimensional space. It is often quantified numerically using SI derived units (such as the cubic metre and litre) or by various imperial or US customary units (such as the gallon, quart, cubic inch). The de ...
s. It contains an underlying set, the
subset
In mathematics, Set (mathematics), set ''A'' is a subset of a set ''B'' if all Element (mathematics), elements of ''A'' are also elements of ''B''; ''B'' is then a superset of ''A''. It is possible for ''A'' and ''B'' to be equal; if they are ...
s of this set that are feasible for measuring (the
-algebra) and the method that is used for measuring (the
measure
Measure may refer to:
* Measurement, the assignment of a number to a characteristic of an object or event
Law
* Ballot measure, proposed legislation in the United States
* Church of England Measure, legislation of the Church of England
* Mea ...
). One important example of a measure space is a
probability space
In probability theory, a probability space or a probability triple (\Omega, \mathcal, P) is a mathematical construct that provides a formal model of a random process or "experiment". For example, one can define a probability space which models t ...
.
A
measurable space
In mathematics, a measurable space or Borel space is a basic object in measure theory. It consists of a set and a σ-algebra, which defines the subsets that will be measured.
Definition
Consider a set X and a σ-algebra \mathcal A on X. Then the ...
consists of the first two components without a specific measure.
Definition
A measure space is a triple
where
*
is a set
*
is a
-algebra on the set
*
is a
measure
Measure may refer to:
* Measurement, the assignment of a number to a characteristic of an object or event
Law
* Ballot measure, proposed legislation in the United States
* Church of England Measure, legislation of the Church of England
* Mea ...
on
In other words, a measure space consists of a
measurable space
In mathematics, a measurable space or Borel space is a basic object in measure theory. It consists of a set and a σ-algebra, which defines the subsets that will be measured.
Definition
Consider a set X and a σ-algebra \mathcal A on X. Then the ...
together with a
measure
Measure may refer to:
* Measurement, the assignment of a number to a characteristic of an object or event
Law
* Ballot measure, proposed legislation in the United States
* Church of England Measure, legislation of the Church of England
* Mea ...
on it.
Example
Set
. The
-algebra on finite sets such as the one above is usually the
power set
In mathematics, the power set (or powerset) of a set is the set of all subsets of , including the empty set and itself. In axiomatic set theory (as developed, for example, in the ZFC axioms), the existence of the power set of any set is po ...
, which is the set of all subsets (of a given set) and is denoted by
Sticking with this convention, we set
In this simple case, the power set can be written down explicitly:
As the measure, define
by
so
(by additivity of measures) and
(by definition of measures).
This leads to the measure space
It is a
probability space
In probability theory, a probability space or a probability triple (\Omega, \mathcal, P) is a mathematical construct that provides a formal model of a random process or "experiment". For example, one can define a probability space which models t ...
, since
The measure
corresponds to the
Bernoulli distribution
In probability theory and statistics, the Bernoulli distribution, named after Swiss mathematician Jacob Bernoulli,James Victor Uspensky: ''Introduction to Mathematical Probability'', McGraw-Hill, New York 1937, page 45 is the discrete probabil ...
with
which is for example used to model a fair coin flip.
Important classes of measure spaces
Most important classes of measure spaces are defined by the properties of their associated measures. This includes
*
Probability space
In probability theory, a probability space or a probability triple (\Omega, \mathcal, P) is a mathematical construct that provides a formal model of a random process or "experiment". For example, one can define a probability space which models t ...
s, a measure space where the measure is a
probability measure
* Finite measure spaces, where the measure is a
finite measure
In measure theory, a branch of mathematics, a finite measure or totally finite measure is a special measure that always takes on finite values. Among finite measures are probability measures. The finite measures are often easier to handle than mo ...
*
-finite measure spaces, where the measure is a
-finite measure
Another class of measure spaces are the
complete measure spaces.
References
{{Measure theory
Measure theory